The heartbreaking information, revealed to Fairfax from police sources close to the investigation comes as hard questions are being asked about how the teens' estranged father was able to legally get hold of the gun in the first place.

Jack, 15, and Jennifer Edwards, 13 died at the hands of their estranged father. Picture: AAP Image/Supplied

The 68-year-old killed both his children at their West Pennant Hills home before going home and taking his own life.

The financial adviser legally bought the powerful handguns used in the murders months earlier while he was involved in a drawn-out custody battle with the children's 38-year-old mother, Olga Edwards.

The horrifying attack comes as the Australian Bureau of Statistics released new data showing that around one in four NSW prisoners is a family or domestic violence offender.

The statistics show 3030 of the 12,631 people behind bars in the state are either facing a family or domestic violence-related charge or are subject to an apprehended domestic violence order.

Mr Edwards was believed to have been rejected from several pistol clubs before he was granted a "commissioner's permit" from the NSW Firearms Registry.

It's understood the permit, which is granted by a delegate of the NSW Police commissioner, allowed him access to train at St Marys Indoor Shooting Centre.

NSW Amateur Pistol Association president Brian Cheers, who has been on the executive team since 1988, says he's never heard of anyone having a commissioner's permit before.

"It's very rare," he told AAP on Wednesday.

"Somehow it's overridden everything else."

Mr Cheers claims Edwards, in one of his applications to a shooting club, said he previously had a gun licence cancelled or refused.

This admission would have prevented Edwards from being allowed to shoot at any club, Mr Cheers said.

"The clubs have done the right thing here," Mr Cheers said. "I've never come across this before, it's very strange."

John Edwards took his own life after the shooting. Picture: AAP Image/supplied

Shooters Fishers and Farmers Party MP Robert Borsak said the registry, run by NSW Police, had access to all police intelligence data and a detailed review of Edwards should have been completed.

He claims staff and resource cuts could have meant something was overlooked when Edwards made his application.

"Existing firearms regulation and background checks should have prevented last week's tragedy in Sydney," Mr Borsak wrote on Facebook. "Why weren't these followed?

"Even expired apprehended violence orders are normally grounds to refuse a firearms licence in New South Wales.

"Countless others are refused for much less by the NSW Police Force every day.

"Not only did this man obtain a firearms licence after being twice denied one on the basis of character, but he was then able to obtain two firearms."

NSW Police said it was not making any further comments on the shooting as it focuses on its investigation for the coroner, a spokesman told AAP.

NSW Police Minister Troy Grant and Police Commissioner Mick Fuller have been discussing changes to gun laws including how to improve information exchange between government agencies and mental health assessments of firearm applicants.